+177.7%
AEP vs BP
+132.0%
+45.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.8% |
| 7D | +0.9% | +4.0% | -3.1% | +0.5% |
| 30D | +1.5% | +7.8% | -6.3% | +0.8% |
| 3M | -1.7% | +8.4% | -10.0% | -2.5% |
| 6M | -4.0% | +15.1% | -19.1% | -5.5% |
| YTD | +10.6% | +36.4% | -25.8% | +7.0% |
| 1Y | +18.6% | +40.9% | -22.3% | +14.3% |
| 3Y | +78.7% | +38.8% | +39.8% | +71.4% |
| 5Y | +65.1% | +141.1% | -76.0% | +48.4% |
| 10Y | +177.7% | +133.9% | +43.8% | +142.3% |
| All | +177.7% | +132.0% | +45.7% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling